+58.7%
TRV vs ADVB
-97.5%
+156.2%
-11.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ADVB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | +4.2% | -6.1% | -1.9% |
| 7D | -0.3% | -13.9% | +13.7% | -0.2% |
| 30D | +9.6% | -68.1% | +77.7% | +10.3% |
| 3M | +2.7% | -73.4% | +76.1% | +3.4% |
| 6M | +32.0% | -70.8% | +102.8% | +32.3% |
| YTD | +37.8% | -66.1% | +103.9% | +37.5% |
| 1Y | +45.2% | -77.5% | +122.7% | +45.7% |
| All | +58.7% | -97.5% | +156.2% | +71.5% |
Cumulative growth
Daily Returns
Daily percentage return beside ADVB.
Daily Out/Under-Performance
Portfolio return minus ADVB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ADVB return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 3y: compounded portfolio wealth divided by compounded ADVB wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
3y analysis · Full analysis span regression · 6 months rolling